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TSS
Two Sigma Securities Portfolio holdings
AUM
$1.16B
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter
Est. Return
+6.48%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$184M
AUM Growth
+$106M
(+136%)
Cap. Flow
+$104M
Cap. Flow
% of AUM
56.41%
Top 10 Holdings %
Top 10 Hldgs %
22.88%
Holding
619
New
320
Increased
51
Reduced
41
Closed
197
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$7.91M |
| 2 |
Visa
V
|
+$5.4M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.39M |
| 4 |
Home Depot
HD
|
+$3.99M |
| 5 |
ProShares UltraShort S&P500
SDS
|
+$3.82M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ProShares UltraPro S&P 500
UPRO
|
+$4.59M |
| 2 |
iShares Biotechnology ETF
IBB
|
+$2.64M |
| 3 |
ProShares Ultra S&P500
SSO
|
+$2.02M |
| 4 |
iShares Gold Trust
IAU
|
+$1.32M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$1.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 25.05% |
| 2 | Financials | 19.18% |
| 3 | Consumer Discretionary | 9.4% |
| 4 | Technology | 9.21% |
| 5 | Healthcare | 6.29% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
W.P. Carey
WPC
$15.6B
| $803K | 0.44% |
+11,813
| New | +$742K |
|
|
CSC
52
DELISTED
Computer Sciences
CSC
| $802K | 0.44% |
+16,153
| New | +$653K |
|
53
Boston Scientific
BSX
$63.7B
| $783K | 0.43% |
+33,507
| New | +$725K |
|
54
iShares MSCI Japan ETF
EWJ
$23.2B
| $761K | 0.41% |
+16,548
| New | +$770K |
|
55
Western Union
WU
$2.16B
| $755K | 0.41% |
+39,339
| New | +$764K |
|
|
ESRX
56
DELISTED
Express Scripts Holding Company
ESRX
| $742K | 0.4% |
+9,792
| New | +$720K |
|
|
MON
57
DELISTED
Monsanto Co
MON
| $738K | 0.4% |
+7,135
| New | +$707K |
|
|
WCN
58
Waste Connections
WCN
$40.5B
| $711K | 0.39% |
+14,799
| New | +$673K |
|
59
NorthWestern Energy
NWE
$4.17B
| $709K | 0.39% |
+11,234
| New | +$665K |
|
60
CSX Corp
CSX
$89.9B
| $706K | 0.38% |
81,156
+57,582
| +244% | +$501K |
|
61
Constellation Brands
STZ
$21B
| $697K | 0.38% |
+4,212
| New | +$659K |
|
62
SITE Centers
SITC
$151M
| $694K | 0.38% |
+29,676
| New | +$670K |
|
63
Flex
FLEX
$39.7B
| $693K | 0.38% |
+77,939
| New | +$726K |
|
|
FNFG
64
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $691K | 0.38% |
70,986
+58,826
| +484% | +$606K |
|
65
Morgan Stanley
MS
$315B
| $689K | 0.37% |
+26,505
| New | +$693K |
|
|
POT
66
DELISTED
Potash Corp Of Saskatchewan
POT
| $683K | 0.37% |
+42,044
| New | +$704K |
|
67
RTX Corp
RTX
$263B
| $674K | 0.37% |
+10,451
| New | +$669K |
|
|
ABB
68
DELISTED
ABB Ltd
ABB
| $674K | 0.37% |
+33,984
| New | +$694K |
|
69
McDonald's
MCD
$180B
| $662K | 0.36% |
+5,504
| New | +$689K |
|
70
Verizon
VZ
$213B
| $658K | 0.36% |
+11,775
| New | +$611K |
|
|
GXP
71
DELISTED
Great Plains Energy Incorporated
GXP
| $653K | 0.36% |
+21,495
| New | +$660K |
|
72
iShares MSCI USA Min Vol Factor ETF
USMV
$23.8B
| $651K | 0.35% |
+14,087
| New | +$626K |
|
73
SL Green Realty
SLG
$3.71B
| $646K | 0.35% |
+6,268
| New | +$616K |
|
74
HP
HPQ
$30.6B
| $637K | 0.35% |
50,784
+17,348
| +52% | +$216K |
|
75
Carlisle Companies
CSL
$12.9B
| $631K | 0.34% |
+5,973
| New | +$607K |
|
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Two Sigma Securities's Q2 2016 Portfolio in Review
As of Q2 2016, Two Sigma Securities held 619 positions worth $184M, up 136% from $77.8M the previous quarter. Its ten largest holdings account for 23% of the portfolio.
Two Sigma Securities deployed $104M of net new capital in Q2 2016, opening 320 new positions and adding to 51 existing holdings. Its largest new stake was Visa: 69,017 shares worth $5.12M.
By sector, the portfolio is most concentrated in Miscellaneous at 25% of assets, down from 52% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was ProShares UltraPro S&P 500, an estimated $4.59M trimmed.
- Two Sigma Securities's largest Q2 2016 buy was Visa: 69,017 shares worth $5.12M.
- Two Sigma Securities added most to Bank of America in Q2 2016, an estimated $7.91M increase.
- Two Sigma Securities's biggest Q2 2016 reduction was ProShares UltraPro S&P 500, cutting an estimated $4.59M.
- Two Sigma Securities fully exited iShares Gold Trust in Q2 2016, selling an estimated $1.32M.
- Two Sigma Securities's ten largest holdings make up 23% of its $184M portfolio in Q2 2016.
- Two Sigma Securities opened 320 new positions and closed 197 in Q2 2016.
- Two Sigma Securities's portfolio value rose 136% quarter-over-quarter to $184M.
Based on Two Sigma Securities's 13F filing for Q2 2016, filed 15 Aug 2016.